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  • Search: subject:"HAM Commodity pricing"
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Year of publication
Subject
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Commodity price 2 Estimation 2 HAM Commodity pricing 2 Markov Switching 2 Markov chain 2 Markov-Kette 2 Rohstoffpreis 2 Schätzung 2 Volatility 2 Volatilität 2 Probability theory 1 Schock 1 Shock 1 Theorie 1 Theory 1 Time-Varying Transition Probabilities 1 Time-Varying Transition Probabilities Synchronization 1 Wahrscheinlichkeitsrechnung 1 Welt 1 World 1
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Online availability
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Free 2
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 2
Author
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Cifarelli, Giulio 2
Published in...
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International journal of finance & banking studies : JJFBS 1 Working papers : working paper 1
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Commodity pricing through crises : a Markov switching regime probabilities analysis
Cifarelli, Giulio - In: International journal of finance & banking studies : JJFBS 14 (2025) 3, pp. 31-43
Persistent link: https://www.econbiz.de/10015625532
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Cover Image
Commodity pricing volatility shifts in a highly turbulent time period : a time-varying transition probability Markov switching analysis
Cifarelli, Giulio - 2023
Persistent link: https://www.econbiz.de/10014539008
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